Saint Saëns’ Dance of Death was the name of a record containing the music of the same name. It can be found in Jeremy's Study.
It is the only record that is essential in terms of completing the game. By playing that record in the ballroom, it causes the ghost dancers to move by dancing around the room. This enables the player to grab a key on top of the room's mantlepiece, which was previously blocked by the dancing ghosts.
Audio recording of the record's music